I've set up a few rules in Microsoft Outlook 2007. Outlook 2007 is configured to use my Microsoft Exchange account. In the Microsoft Exchange settings, I've set up two additional mailboxes, Inbox1 and Inbox2. Thus, using Microsoft Exchange I now have three mailboxes: Inbox, Inbox1 and Inbox2. The rules I've set up all work fine for mails arriving in the Inbox. However, they do not work at all for mails arriving in either Inbox1 or Inbox2. Do anyone perhaps know why this is, and perhaps what I could to to solve this?

By default, in newer versions of Outlook, the 'Rules Wizard' assigns rules either locally or server side, depending on the appropriateness of the assignment (unless you specify otherwise.) This is most likely the case in your situation that your rules created are in fact server side, and not locally. Therefore, will only affect the Exchange account.